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Markov Chains and Queues
Stationary Distribution for Finite Markov Processes
Find the stationary distribution for a continuous Markov process.
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X
StationaryDistribution[ContinuousMarkovProcess[1, {{a, a}, {b, b}}]]
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Perform operations on the stationary distribution.
In[2]:=
X
StationaryDistribution[ContinuousMarkovProcess[1, {{a, a}, {b, b}}]]; Mean[%] // Simplify
Out[2]=
Find the stationary distribution and its mean for a discrete Markov process.
In[3]:=
X
StationaryDistribution[ DiscreteMarkovProcess[1, {{a, 1  a}, {1  b, b}}]]
Out[3]=
In[4]:=
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StationaryDistribution[ DiscreteMarkovProcess[1, {{a, 1  a}, {1  b, b}}]]; Mean[%] // Simplify
Out[4]=